A new smoothing method for solving nonlinear complementarity problems

Abstract

In this paper, a new improved smoothing Newton algorithm for the nonlinear complementarity problem was proposed. This method has two-fold advantages. First, compared with the classical smoothing Newton method, our proposed method needn’t nonsingular of the smoothing approximation function; second, the method also inherits the advantage of the classical smoothing Newton method, it only needs to solve one linear system of equations at each iteration. Without the need of strict complementarity conditions and the assumption of P0 property, we get the global and local quadratic convergence properties of the proposed method. Numerical experiments show that the efficiency of the proposed method.

Keywords

• nonlinear complementarity problems
• smoothing function
• smoothing method
• global convergence
• quadratic convergence
• 90c33
• 90c33
• 65k05